+2,214.6%
AEP vs FDX
+4,233.7%
-2,019.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.8% | -2.5% | +4.3% | +2.2% |
| 30D | -0.8% | +3.8% | -4.6% | -1.4% |
| 3M | -1.8% | -1.3% | -0.5% | -1.8% |
| 6M | -5.4% | +5.0% | -10.4% | -6.5% |
| YTD | +10.4% | +39.6% | -29.2% | +4.4% |
| 1Y | +18.2% | +81.1% | -63.0% | +7.1% |
| 3Y | +79.0% | +63.0% | +15.9% | +62.0% |
| 5Y | +64.8% | +65.6% | -0.8% | +45.8% |
| 10Y | +170.8% | +183.4% | -12.5% | +108.8% |
| All | +2,214.6% | +4,233.7% | -2,019.0% | +1,123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling